A NEW EXTENSION OF FRÉCHET DISTRIBUTION WITH REGRESSION MODELS, RESIDUAL ANALYSIS AND CHARACTERIZATIONS

Haitham M. Yousof ； Emrah Altun ； G. G. Hamedani

《Journal of Data Science》 16卷4期 (2018/10) Pp. 743-769

https://doi.org/10.6339/JDS.201810_16(4).00005

摘要

A new log location-scale regression model with applications to voltage and Stanford heart transplant data sets is presented and studied. The martingale and modified deviance residuals to detect outliers and evaluate the model assumptions are defined. The new model can be very useful in analysing and modeling real data and provides more better fits than other regression models such as the log odd log-logistic generalized half-normal, the log beta generalized half-normal, the log generalized half-normal, the log-Topp-Leone odd log- logistic-Weibull and the log-Weibull models. Characterizations based on truncated moments as well as in terms of the reverse hazard function are presented. The maximum likelihood method is discussed to estimate the model parameters by means of a graphical Monte Carlo simulation study. The flexibility of the new model illustrated by means of four real data sets.

關鍵字

Regression Modeling ； Residual Analysis ； Martingale Residual ； Modified Deviance Residual ； Fréchet Distribution ； Monte Carlo Simulation